@yuants/app-virtual-exchange 0.18.6 → 0.18.8

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (97) hide show
  1. package/dist/app-virtual-exchange.d.ts +1 -0
  2. package/dist/credential.js.map +1 -1
  3. package/dist/general.js +17 -0
  4. package/dist/general.js.map +1 -1
  5. package/dist/legacy-services.js.map +1 -1
  6. package/dist/position.js.map +1 -1
  7. package/dist/quote/__tests__/implementations.test.js +1 -1
  8. package/dist/quote/__tests__/implementations.test.js.map +1 -1
  9. package/dist/quote/benchmark/ForkedQuoteStateComparisonTest.js.map +1 -1
  10. package/dist/quote/benchmark/PerformanceTester.js.map +1 -1
  11. package/dist/quote/benchmark/QuoteStateComparisonTest.js.map +1 -1
  12. package/dist/quote/benchmark/QuoteStateTestRunner.js.map +1 -1
  13. package/dist/quote/benchmark/index.js.map +1 -1
  14. package/dist/quote/benchmark/test-helpers.js.map +1 -1
  15. package/dist/quote/benchmark/worker.js.map +1 -1
  16. package/dist/quote/implementations/v0.js.map +1 -1
  17. package/dist/quote/implementations/v1.js.map +1 -1
  18. package/dist/quote/implementations/v2.js.map +1 -1
  19. package/dist/quote/implementations/v3.js +1 -1
  20. package/dist/quote/implementations/v3.js.map +1 -1
  21. package/dist/quote/scheduler.js.map +1 -1
  22. package/dist/quote/service.js.map +1 -1
  23. package/dist/quote/state.benchmark.js.map +1 -1
  24. package/dist/series-collector/backwards-interest-rate.js.map +1 -1
  25. package/dist/series-collector/backwards-ohlc.js.map +1 -1
  26. package/dist/series-collector/discovery.js.map +1 -1
  27. package/dist/series-collector/forwards-interest-rate.js.map +1 -1
  28. package/dist/series-collector/forwards-ohlc.js.map +1 -1
  29. package/dist/series-collector/patch-interest-rate.js.map +1 -1
  30. package/dist/series-collector/patch-ohlc.js.map +1 -1
  31. package/dist/series-collector/setup.js.map +1 -1
  32. package/dist/series-data/fifo-queue.js.map +1 -1
  33. package/dist/series-data/scheduler.js.map +1 -1
  34. package/lib/credential.d.ts +1 -2
  35. package/lib/credential.d.ts.map +1 -1
  36. package/lib/credential.js.map +1 -1
  37. package/lib/general.js +17 -0
  38. package/lib/general.js.map +1 -1
  39. package/lib/legacy-services.js.map +1 -1
  40. package/lib/position.d.ts.map +1 -1
  41. package/lib/position.js.map +1 -1
  42. package/lib/quote/__tests__/implementations.test.js +1 -1
  43. package/lib/quote/__tests__/implementations.test.js.map +1 -1
  44. package/lib/quote/benchmark/ForkedQuoteStateComparisonTest.js.map +1 -1
  45. package/lib/quote/benchmark/PerformanceTester.d.ts +0 -1
  46. package/lib/quote/benchmark/PerformanceTester.d.ts.map +1 -1
  47. package/lib/quote/benchmark/PerformanceTester.js.map +1 -1
  48. package/lib/quote/benchmark/QuoteStateComparisonTest.js.map +1 -1
  49. package/lib/quote/benchmark/QuoteStateTestRunner.js.map +1 -1
  50. package/lib/quote/benchmark/index.js +2 -2
  51. package/lib/quote/benchmark/index.js.map +1 -1
  52. package/lib/quote/benchmark/test-helpers.js +4 -5
  53. package/lib/quote/benchmark/test-helpers.js.map +1 -1
  54. package/lib/quote/benchmark/worker.js.map +1 -1
  55. package/lib/quote/implementations/v0.js +1 -2
  56. package/lib/quote/implementations/v0.js.map +1 -1
  57. package/lib/quote/implementations/v1.js.map +1 -1
  58. package/lib/quote/implementations/v2.js.map +1 -1
  59. package/lib/quote/implementations/v3.js +1 -1
  60. package/lib/quote/implementations/v3.js.map +1 -1
  61. package/lib/quote/scheduler.d.ts.map +1 -1
  62. package/lib/quote/scheduler.js.map +1 -1
  63. package/lib/quote/service.js.map +1 -1
  64. package/lib/quote/state.benchmark.js.map +1 -1
  65. package/lib/quote/types.d.ts +2 -2
  66. package/lib/quote/types.d.ts.map +1 -1
  67. package/lib/series-collector/backwards-interest-rate.d.ts +1 -2
  68. package/lib/series-collector/backwards-interest-rate.d.ts.map +1 -1
  69. package/lib/series-collector/backwards-interest-rate.js.map +1 -1
  70. package/lib/series-collector/backwards-ohlc.d.ts +1 -2
  71. package/lib/series-collector/backwards-ohlc.d.ts.map +1 -1
  72. package/lib/series-collector/backwards-ohlc.js.map +1 -1
  73. package/lib/series-collector/discovery.js.map +1 -1
  74. package/lib/series-collector/forwards-interest-rate.d.ts +1 -2
  75. package/lib/series-collector/forwards-interest-rate.d.ts.map +1 -1
  76. package/lib/series-collector/forwards-interest-rate.js.map +1 -1
  77. package/lib/series-collector/forwards-ohlc.d.ts +1 -2
  78. package/lib/series-collector/forwards-ohlc.d.ts.map +1 -1
  79. package/lib/series-collector/forwards-ohlc.js.map +1 -1
  80. package/lib/series-collector/patch-interest-rate.d.ts +1 -2
  81. package/lib/series-collector/patch-interest-rate.d.ts.map +1 -1
  82. package/lib/series-collector/patch-interest-rate.js.map +1 -1
  83. package/lib/series-collector/patch-ohlc.d.ts +1 -2
  84. package/lib/series-collector/patch-ohlc.d.ts.map +1 -1
  85. package/lib/series-collector/patch-ohlc.js.map +1 -1
  86. package/lib/series-collector/setup.js.map +1 -1
  87. package/lib/series-collector/sql-helpers.d.ts.map +1 -1
  88. package/lib/series-data/fifo-queue.d.ts.map +1 -1
  89. package/lib/series-data/fifo-queue.js.map +1 -1
  90. package/lib/series-data/scheduler.js.map +1 -1
  91. package/lib/tsdoc-metadata.json +11 -0
  92. package/package.json +42 -42
  93. package/temp/app-virtual-exchange.api.json +193 -0
  94. package/temp/app-virtual-exchange.api.md +9 -0
  95. package/temp/build/typescript/ts_KjrfbUqK.json +1 -0
  96. package/temp/test/jest/haste-map-76b16e3ab892e2fd05068740b7223d57-a6c52f003baf5bf33cffc52364f3bd7a-4ce9ff2cd20d69bbaecd1543c7e32e02 +0 -0
  97. package/temp/test/jest/perf-cache-76b16e3ab892e2fd05068740b7223d57-da39a3ee5e6b4b0d3255bfef95601890 +1 -0
@@ -1 +1 @@
1
- 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2];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /**\n * 过滤状态,返回指定 product_id 列表和字段列表中,且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在,创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: 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products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
1
+ 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field);\n const oldPoolIndex = data[offset];\n\n // 释放旧字符串的引用\n releaseStringIndex(oldPoolIndex);\n\n // 获取新字符串索引\n const newPoolIndex = acquireStringIndex(value);\n\n // 更新存储\n data[offset] = newPoolIndex;\n data[offset + 1] = updated_at;\n };\n\n const update = (action: IQuoteUpdateAction) => {\n for (const product_id in action) {\n const fields = action[product_id];\n for (const field_name in fields) {\n const field = field_name as IQuoteKey;\n const [value, updated_at] = fields[field]!;\n const oldTuple = getValueTuple(product_id, field);\n if (oldTuple === undefined || updated_at >= oldTuple[1]) {\n setValueTuple(product_id, field, value, updated_at);\n }\n }\n }\n };\n\n const dumpAsObject = (): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n // 初始化所有产品的结构\n for (const product_id of products) {\n result[product_id] = {};\n }\n\n // 遍历所有字段(dataLength 是以字段为单位)\n for (let fieldIdx = 0; fieldIdx < dataLength; fieldIdx++) {\n const poolIndex = data[fieldIdx * 2];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[fieldIdx * 2 + 1];\n const productIndex = Math.floor(fieldIdx / FIELD_COUNT);\n const product_id = products[productIndex];\n\n const fieldIndex = fieldIdx % FIELD_COUNT;\n const field_name = FIELDS[fieldIndex];\n\n const value = stringPool[poolIndex]!;\n result[product_id]![field_name] = [value, timestamp];\n }\n\n return result;\n };\n\n /**\n * 过滤状态,返回指定 product_id 列表和字段列表中,且更新时间不早于指定时间的字段数据\n * @param product_ids - 需要过滤的 product_id 列表\n * @param fields - 需要过滤的字段列表\n * @param updated_at - 需要过滤的更新时间阈值 (仅返回更新时间不早于该值的字段)\n * @returns 过滤后的数据\n */\n const filter = (product_ids: string[], fields: IQuoteKey[], updated_at: number): IQuoteUpdateAction => {\n const result: IQuoteUpdateAction = {};\n\n for (const product_id of product_ids) {\n const productIndex = mapProductIdToIndex.get(product_id);\n if (productIndex === undefined) {\n // 产品不存在,创建空对象\n result[product_id] = {};\n continue;\n }\n\n const productResult: Partial<Record<IQuoteKey, [string, number]>> = {};\n const baseOffset = productIndex * FIELD_COUNT * 2;\n\n for (const field of fields) {\n const fieldOffset = mapFieldNameToOffset[field];\n if (fieldOffset === undefined) continue;\n\n const offset = baseOffset + fieldOffset;\n const poolIndex = data[offset];\n if (poolIndex === -1) continue; // 空值\n\n const timestamp = data[offset + 1];\n if (timestamp < updated_at) continue; // 时间戳太旧\n\n const value = stringPool[poolIndex]!;\n productResult[field] = [value, timestamp];\n }\n\n result[product_id] = productResult;\n }\n\n return result;\n };\n\n // 导出内部统计信息用于调试\n const getStats = () => ({\n productCount: products.length,\n fieldCount: dataLength,\n stringPoolSize: stringPool.length,\n activeStrings: stringPool.length - freeIndices.length,\n freeIndices: freeIndices.length,\n memoryEstimate: {\n data: data.length * 8, // Float64Array 每个元素8字节\n pool: stringPool.reduce((sum, str) => sum + (str ? str.length * 2 : 0), 0),\n structures: products.length * 50 + stringPool.length * 16, // 粗略估计\n },\n });\n\n const filterValues = <K extends IQuoteKey>(\n product_ids: string[],\n fields: K[],\n ): Record<string, Record<K, string>> => {\n const result: Record<string, Record<K, string>> = {};\n for (const product_id of product_ids) {\n result[product_id] = {} as Record<K, string>;\n for (const field of fields) {\n const tuple = getValueTuple(product_id, field);\n result[product_id][field] = tuple ? tuple[0] : '';\n }\n }\n return result;\n };\n\n return { update, dumpAsObject, getValueTuple, filter, filterValues };\n};\n"]}
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queue.items.length) return undefined;\n const value = queue.items[queue.head++];\n if (queue.head > 1024 && queue.head * 2 > queue.items.length) {\n queue.items = queue.items.slice(queue.head);\n queue.head = 0;\n }\n return value;\n};\n\nconst fifoSize = <T>(queue: IFifoQueue<T>): number => queue.items.length - queue.head;\n\nconst isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';\n\n// Query -> Make Cell Dirty -> Trigger Dirty Check\n\n// Dirty Check():\n// Acquire dirtyCheck lock\n// Foreach Dirty cell in parallel:\n//. Routing the dirty cell to ServiceID\n//. Acquire Service Lock\n//. if success:\n// request the service and wait for response\n//. release service lock\n// clean cells\n//. if failed: do nothing.\n// Release dirtyCheck lock\n// if any cell dirty remaining, call dirtyCheck()\n\n// (service_id, service_group_id) -> sync func state (hash func)\nconst services: Array<IQuoteService> = [];\nconst mapGroupIdToServices = new Map<string, IQuoteService[]>();\n\n// (product_id, field, service_group_id, is_dirty = true, is_fetching)\n// use-case 1: find unique product_ids (not is_fetching) by service_group_id\n// use-case 2: mark\n/**\n * Use cases:\n * - upsert items (when queryQuotes)\n * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id\n * - when service fired, update is_fetching = true for some items (product_id, field)\n * - when service failed, update is_fetching = false for some items (product_id, field)\n * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)\n */\nexport const cells: Array<ICellState> = [];\nconst mapCellKeyToCell = new Map<string, ICellState>();\n\ntype IGroupState = {\n productQueue: IFifoQueue<string>;\n inQueue: Set<string>;\n fetchingProducts: Set<string>;\n dirtyFieldsByProduct: Map<string, Set<IQuoteField>>;\n};\n\nconst mapGroupIdToState = new Map<string, IGroupState>();\n\nconst getOrCreateGroupState = (group_id: string): IGroupState => {\n const existing = mapGroupIdToState.get(group_id);\n if (existing) return existing;\n const next: IGroupState = {\n productQueue: createFifoQueue(),\n inQueue: new Set<string>(),\n fetchingProducts: new Set<string>(),\n dirtyFieldsByProduct: new Map<string, Set<IQuoteField>>(),\n };\n mapGroupIdToState.set(group_id, next);\n return next;\n};\n\nconst route = (product_id: string, field: IQuoteField) => {\n for (const service of services) {\n if (!product_id.startsWith(service.meta.product_id_prefix)) continue;\n if (!service.metaFieldsSet.has(field)) continue;\n return service.service_group_id;\n }\n return '';\n};\n\nconst enqueueDirty = (params: { product_id: string; field: IQuoteField; service_group_id: string }) => {\n const { product_id, field, service_group_id } = params;\n if (!service_group_id) return;\n const groupState = getOrCreateGroupState(service_group_id);\n const dirtyFields =\n groupState.dirtyFieldsByProduct.get(product_id) ??\n (() => {\n const next = new Set<IQuoteField>();\n groupState.dirtyFieldsByProduct.set(product_id, next);\n return next;\n })();\n dirtyFields.add(field);\n\n if (groupState.fetchingProducts.has(product_id)) return;\n if (groupState.inQueue.has(product_id)) return;\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n};\n\nexport const markDirty = (product_id: string, field: IQuoteField) => {\n const service_group_id = route(product_id, field);\n\n const cellKey = encodePath(product_id, field);\n const existing = mapCellKeyToCell.get(cellKey);\n if (!existing) {\n const cell: ICellState = {\n product_id,\n field,\n service_group_id,\n is_dirty: true,\n is_fetching: false,\n round: 0,\n };\n mapCellKeyToCell.set(cellKey, cell);\n cells.push(cell);\n } else {\n existing.service_group_id = service_group_id;\n existing.is_dirty = true;\n }\n\n enqueueDirty({ product_id, field, service_group_id });\n scheduleServiceGroupId(service_group_id);\n};\n\nconst isServiceIdRunning = new Set<string>();\n\nconst scheduleServiceGroupId = (serviceGroupId: string): void => {\n if (!serviceGroupId) return;\n const serviceList = mapGroupIdToServices.get(serviceGroupId);\n if (!serviceList || serviceList.length === 0) return;\n\n for (const service of serviceList) {\n if (isServiceIdRunning.has(service.service_id)) continue;\n isServiceIdRunning.add(service.service_id);\n handleService(service).finally(() => {\n isServiceIdRunning.delete(service.service_id);\n });\n }\n};\n\nconst handleService = async (service: IQuoteService) => {\n const groupState = mapGroupIdToState.get(service.service_group_id);\n if (!groupState) return;\n\n while (true) {\n const maxProducts = service.meta.max_products_per_request ?? Infinity;\n const fetchedFieldsByProduct = new Map<string, Set<IQuoteField>>();\n const productsToFetch: string[] = [];\n const cellsToFetch: ICellState[] = [];\n\n while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {\n const product_id = fifoDequeue(groupState.productQueue);\n if (!product_id) break;\n groupState.inQueue.delete(product_id);\n\n if (groupState.fetchingProducts.has(product_id)) continue;\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n if (!dirtyFields || dirtyFields.size === 0) continue;\n\n const matchedFields: IQuoteField[] = [];\n for (const f of dirtyFields) {\n if (!service.metaFieldsSet.has(f)) continue;\n const cell = mapCellKeyToCell.get(encodePath(product_id, f));\n if (!cell) continue;\n if (cell.service_group_id !== service.service_group_id) continue;\n if (!cell.is_dirty) continue;\n if (cell.is_fetching) continue;\n matchedFields.push(f);\n cellsToFetch.push(cell);\n }\n\n if (matchedFields.length === 0) continue;\n productsToFetch.push(product_id);\n groupState.fetchingProducts.add(product_id);\n fetchedFieldsByProduct.set(product_id, new Set(matchedFields));\n }\n\n if (productsToFetch.length === 0) return;\n\n for (const cell of cellsToFetch) {\n cell.round++;\n cell.is_fetching = true;\n }\n\n const res = await makeRequest(service, productsToFetch).catch(() => ({} as IQuoteUpdateAction));\n quoteState.update(res);\n\n for (const cell of cellsToFetch) {\n cell.is_fetching = false;\n cell.is_dirty = false;\n }\n\n for (const product_id of productsToFetch) {\n groupState.fetchingProducts.delete(product_id);\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n const fetchedFields = fetchedFieldsByProduct.get(product_id);\n if (!dirtyFields || !fetchedFields) continue;\n for (const f of fetchedFields) {\n dirtyFields.delete(f);\n }\n if (dirtyFields.size === 0) {\n groupState.dirtyFieldsByProduct.delete(product_id);\n continue;\n }\n if (!groupState.inQueue.has(product_id)) {\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n }\n }\n }\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst makeRequest = async (service: IQuoteService, product_ids: string[]): Promise<IQuoteUpdateAction> => {\n const res = await terminal.client.requestForResponseData<{}, IQuoteUpdateAction>('GetQuotes', {\n product_ids,\n fields: service.meta.fields,\n });\n if (isTraceEnabled) {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote][Refine]GetQuotes`,\n `service_id=${service.service_id}`,\n `group=${service.service_group_id}`,\n `products=${product_ids.length}`,\n );\n }\n return res;\n};\n\nterminal.terminalInfos$\n .pipe(\n mergeMap((terminalInfos) =>\n from(terminalInfos).pipe(\n mergeMap((terminalInfo) =>\n from(Object.values(terminalInfo.serviceInfo || {})).pipe(\n filter((serviceInfo) => serviceInfo.method === 'GetQuotes'),\n map((serviceInfo): IQuoteService | undefined => {\n try {\n const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);\n const service_group_id = encodePath(\n meta.product_id_prefix,\n (meta.fields as any[]).join(','),\n meta.max_products_per_request ?? '',\n );\n return {\n service_id: serviceInfo.service_id,\n service_group_id,\n meta,\n metaFieldsSet: new Set(meta.fields),\n };\n } catch {}\n }),\n filter((x): x is Exclude<typeof x, undefined> => !!x),\n ),\n ),\n toArray(),\n tap((x) => {\n services.length = 0;\n mapGroupIdToServices.clear();\n x.forEach((service) => {\n services.push(service);\n const list = mapGroupIdToServices.get(service.service_group_id) ?? [];\n list.push(service);\n mapGroupIdToServices.set(service.service_group_id, list);\n });\n }),\n ),\n ),\n )\n .subscribe();\n"]}
1
+ 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queue.items.length) return undefined;\n const value = queue.items[queue.head++];\n if (queue.head > 1024 && queue.head * 2 > queue.items.length) {\n queue.items = queue.items.slice(queue.head);\n queue.head = 0;\n }\n return value;\n};\n\nconst fifoSize = <T>(queue: IFifoQueue<T>): number => queue.items.length - queue.head;\n\nconst isTraceEnabled = process.env.VEX_QUOTE_UPSTREAM_REFINE_TRACE === '1';\n\n// Query -> Make Cell Dirty -> Trigger Dirty Check\n\n// Dirty Check():\n// Acquire dirtyCheck lock\n// Foreach Dirty cell in parallel:\n//. Routing the dirty cell to ServiceID\n//. Acquire Service Lock\n//. if success:\n// request the service and wait for response\n//. release service lock\n// clean cells\n//. if failed: do nothing.\n// Release dirtyCheck lock\n// if any cell dirty remaining, call dirtyCheck()\n\n// (service_id, service_group_id) -> sync func state (hash func)\nconst services: Array<IQuoteService> = [];\nconst mapGroupIdToServices = new Map<string, IQuoteService[]>();\n\n// (product_id, field, service_group_id, is_dirty = true, is_fetching)\n// use-case 1: find unique product_ids (not is_fetching) by service_group_id\n// use-case 2: mark\n/**\n * Use cases:\n * - upsert items (when queryQuotes)\n * - find unique product_ids (is_dirty = true and is_fetching = false) by service_group_id\n * - when service fired, update is_fetching = true for some items (product_id, field)\n * - when service failed, update is_fetching = false for some items (product_id, field)\n * - when service success, update is_fetching = false and is_dirty = false for some items (product_id, field)\n */\nexport const cells: Array<ICellState> = [];\nconst mapCellKeyToCell = new Map<string, ICellState>();\n\ntype IGroupState = {\n productQueue: IFifoQueue<string>;\n inQueue: Set<string>;\n fetchingProducts: Set<string>;\n dirtyFieldsByProduct: Map<string, Set<IQuoteField>>;\n};\n\nconst mapGroupIdToState = new Map<string, IGroupState>();\n\nconst getOrCreateGroupState = (group_id: string): IGroupState => {\n const existing = mapGroupIdToState.get(group_id);\n if (existing) return existing;\n const next: IGroupState = {\n productQueue: createFifoQueue(),\n inQueue: new Set<string>(),\n fetchingProducts: new Set<string>(),\n dirtyFieldsByProduct: new Map<string, Set<IQuoteField>>(),\n };\n mapGroupIdToState.set(group_id, next);\n return next;\n};\n\nconst route = (product_id: string, field: IQuoteField) => {\n for (const service of services) {\n if (!product_id.startsWith(service.meta.product_id_prefix)) continue;\n if (!service.metaFieldsSet.has(field)) continue;\n return service.service_group_id;\n }\n return '';\n};\n\nconst enqueueDirty = (params: { product_id: string; field: IQuoteField; service_group_id: string }) => {\n const { product_id, field, service_group_id } = params;\n if (!service_group_id) return;\n const groupState = getOrCreateGroupState(service_group_id);\n const dirtyFields =\n groupState.dirtyFieldsByProduct.get(product_id) ??\n (() => {\n const next = new Set<IQuoteField>();\n groupState.dirtyFieldsByProduct.set(product_id, next);\n return next;\n })();\n dirtyFields.add(field);\n\n if (groupState.fetchingProducts.has(product_id)) return;\n if (groupState.inQueue.has(product_id)) return;\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n};\n\nexport const markDirty = (product_id: string, field: IQuoteField) => {\n const service_group_id = route(product_id, field);\n\n const cellKey = encodePath(product_id, field);\n const existing = mapCellKeyToCell.get(cellKey);\n if (!existing) {\n const cell: ICellState = {\n product_id,\n field,\n service_group_id,\n is_dirty: true,\n is_fetching: false,\n round: 0,\n };\n mapCellKeyToCell.set(cellKey, cell);\n cells.push(cell);\n } else {\n existing.service_group_id = service_group_id;\n existing.is_dirty = true;\n }\n\n enqueueDirty({ product_id, field, service_group_id });\n scheduleServiceGroupId(service_group_id);\n};\n\nconst isServiceIdRunning = new Set<string>();\n\nconst scheduleServiceGroupId = (serviceGroupId: string): void => {\n if (!serviceGroupId) return;\n const serviceList = mapGroupIdToServices.get(serviceGroupId);\n if (!serviceList || serviceList.length === 0) return;\n\n for (const service of serviceList) {\n if (isServiceIdRunning.has(service.service_id)) continue;\n isServiceIdRunning.add(service.service_id);\n handleService(service).finally(() => {\n isServiceIdRunning.delete(service.service_id);\n });\n }\n};\n\nconst handleService = async (service: IQuoteService) => {\n const groupState = mapGroupIdToState.get(service.service_group_id);\n if (!groupState) return;\n\n while (true) {\n const maxProducts = service.meta.max_products_per_request ?? Infinity;\n const fetchedFieldsByProduct = new Map<string, Set<IQuoteField>>();\n const productsToFetch: string[] = [];\n const cellsToFetch: ICellState[] = [];\n\n while (productsToFetch.length < maxProducts && fifoSize(groupState.productQueue) > 0) {\n const product_id = fifoDequeue(groupState.productQueue);\n if (!product_id) break;\n groupState.inQueue.delete(product_id);\n\n if (groupState.fetchingProducts.has(product_id)) continue;\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n if (!dirtyFields || dirtyFields.size === 0) continue;\n\n const matchedFields: IQuoteField[] = [];\n for (const f of dirtyFields) {\n if (!service.metaFieldsSet.has(f)) continue;\n const cell = mapCellKeyToCell.get(encodePath(product_id, f));\n if (!cell) continue;\n if (cell.service_group_id !== service.service_group_id) continue;\n if (!cell.is_dirty) continue;\n if (cell.is_fetching) continue;\n matchedFields.push(f);\n cellsToFetch.push(cell);\n }\n\n if (matchedFields.length === 0) continue;\n productsToFetch.push(product_id);\n groupState.fetchingProducts.add(product_id);\n fetchedFieldsByProduct.set(product_id, new Set(matchedFields));\n }\n\n if (productsToFetch.length === 0) return;\n\n for (const cell of cellsToFetch) {\n cell.round++;\n cell.is_fetching = true;\n }\n\n const res = await makeRequest(service, productsToFetch).catch(() => ({} as IQuoteUpdateAction));\n quoteState.update(res);\n\n for (const cell of cellsToFetch) {\n cell.is_fetching = false;\n cell.is_dirty = false;\n }\n\n for (const product_id of productsToFetch) {\n groupState.fetchingProducts.delete(product_id);\n const dirtyFields = groupState.dirtyFieldsByProduct.get(product_id);\n const fetchedFields = fetchedFieldsByProduct.get(product_id);\n if (!dirtyFields || !fetchedFields) continue;\n for (const f of fetchedFields) {\n dirtyFields.delete(f);\n }\n if (dirtyFields.size === 0) {\n groupState.dirtyFieldsByProduct.delete(product_id);\n continue;\n }\n if (!groupState.inQueue.has(product_id)) {\n groupState.inQueue.add(product_id);\n fifoEnqueue(groupState.productQueue, product_id);\n }\n }\n }\n};\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst makeRequest = async (service: IQuoteService, product_ids: string[]): Promise<IQuoteUpdateAction> => {\n const res = await terminal.client.requestForResponseData<{}, IQuoteUpdateAction>('GetQuotes', {\n product_ids,\n fields: service.meta.fields,\n });\n if (isTraceEnabled) {\n console.info(\n formatTime(Date.now()),\n `[VEX][Quote][Refine]GetQuotes`,\n `service_id=${service.service_id}`,\n `group=${service.service_group_id}`,\n `products=${product_ids.length}`,\n );\n }\n return res;\n};\n\nterminal.terminalInfos$\n .pipe(\n mergeMap((terminalInfos) =>\n from(terminalInfos).pipe(\n mergeMap((terminalInfo) =>\n from(Object.values(terminalInfo.serviceInfo || {})).pipe(\n filter((serviceInfo) => serviceInfo.method === 'GetQuotes'),\n map((serviceInfo): IQuoteService | undefined => {\n try {\n const meta = parseQuoteServiceMetadataFromSchema(serviceInfo.schema);\n const service_group_id = encodePath(\n meta.product_id_prefix,\n (meta.fields as any[]).join(','),\n meta.max_products_per_request ?? '',\n );\n return {\n service_id: serviceInfo.service_id,\n service_group_id,\n meta,\n metaFieldsSet: new Set(meta.fields),\n };\n } catch {}\n }),\n filter((x): x is Exclude<typeof x, undefined> => !!x),\n ),\n ),\n toArray(),\n tap((x) => {\n services.length = 0;\n mapGroupIdToServices.clear();\n x.forEach((service) => {\n services.push(service);\n const list = mapGroupIdToServices.get(service.service_group_id) ?? [];\n list.push(service);\n mapGroupIdToServices.set(service.service_group_id, list);\n });\n }),\n ),\n ),\n )\n .subscribe();\n"]}
@@ -1 +1 @@
1
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1
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@@ -1 +1 @@
1
- {"version":3,"file":"state.benchmark.js","sourceRoot":"","sources":["../../src/quote/state.benchmark.ts"],"names":[],"mappings":";;AAAA,+FAA4F;AAE5F;;;GAGG;AACH,KAAK,UAAU,IAAI;IACjB,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IAEnC,cAAc;IACd,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,gBAAgB,CAAC,EAAE;QACpC,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QACrB,OAAO,CAAC,GAAG,CAAC,2CAA2C,CAAC,CAAC;QACzD,OAAO,CAAC,GAAG,CAAC,2CAA2C,CAAC,CAAC;QACzD,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QAChB,OAAO,CAAC,GAAG,CAAC,+BAA+B,CAAC,CAAC;QAC7C,OAAO;KACR;IAED,gBAAgB;IAChB,OAAO,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;IAClC,OAAO,CAAC,GAAG,CAAC,+BAA+B,CAAC,CAAC;IAE7C,MAAM,oBAAoB,GAAG,IAAI,+DAA8B,CAAC,SAAS,EAAE,UAAU,CAAC,CAAC;IAEvF,IAAI,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE;QAC5B,MAAM,oBAAoB,CAAC,sBAAsB,EAAE,CAAC;KACrD;SAAM;QACL,MAAM,oBAAoB,CAAC,sBAAsB,EAAE,CAAC;KACrD;AACH,CAAC;AAED,kBAAkB;AAClB,IAAI,OAAO,CAAC,IAAI,KAAK,MAAM,EAAE;IAC3B,IAAI,EAAE,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;CAC7B","sourcesContent":["import { ForkedQuoteStateComparisonTest } from './benchmark/ForkedQuoteStateComparisonTest';\n\n/**\n * 主函数 - 命令行入口点\n * 仅支持 --fork-compare 和 --fork-compare --quick 模式\n */\nasync function main() {\n const args = process.argv.slice(2);\n\n // 检查是否使用正确的模式\n if (!args.includes('--fork-compare')) {\n console.log('使用方法:');\n console.log(' --fork-compare 运行完整的子进程隔离内存对比测试');\n console.log(' --fork-compare --quick 运行快速的子进程隔离内存对比测试');\n console.log('');\n console.log('注意:每个实现都在独立的子进程中运行,确保内存测试的公平性');\n return;\n }\n\n // 子进程隔离内存对比测试模式\n console.log('运行子进程隔离内存对比测试模式...');\n console.log('注意:每个实现都在独立的子进程中运行,确保内存测试的公平性');\n\n const forkedComparisonTest = new ForkedQuoteStateComparisonTest('Current', 'Baseline');\n\n if (args.includes('--quick')) {\n await forkedComparisonTest.runQuickComparisonTest();\n } else {\n await forkedComparisonTest.runComparisonTestSuite();\n }\n}\n\n// 如果直接运行此文件,则执行测试\nif (require.main === module) {\n main().catch(console.error);\n}\n"]}
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@@ -1,6 +1,6 @@
1
1
  import { IQuote } from '@yuants/data-quote';
2
2
  import { IQuoteServiceMetadata } from '@yuants/exchange';
3
- export declare type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;
3
+ export type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product_id' | 'updated_at'>;
4
4
  /**
5
5
  * 用于批量更新的数据结构
6
6
  * 结构为:
@@ -21,7 +21,7 @@ export declare type IQuoteKey = Exclude<keyof IQuote, 'datasource_id' | 'product
21
21
  * ```
22
22
  * @public
23
23
  */
24
- export declare type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteKey, [value: string, updated_at: number]>>>;
24
+ export type IQuoteUpdateAction = Record<string, Partial<Record<IQuoteKey, [value: string, updated_at: number]>>>;
25
25
  export interface IQuoteState {
26
26
  update: (action: IQuoteUpdateAction) => void;
27
27
  dumpAsObject: () => IQuoteUpdateAction;
@@ -1 +1 @@
1
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleIngestInterestRateBackward: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleIngestInterestRateBackward: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=backwards-interest-rate.d.ts.map
@@ -1 +1 @@
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@@ -1 +1 @@
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1
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleIngestOHLCBackward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleIngestOHLCBackward: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=backwards-ohlc.d.ts.map
@@ -1 +1 @@
1
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@@ -1 +1 @@
1
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1
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleIngestInterestRateForward: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleIngestInterestRateForward: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=forwards-interest-rate.d.ts.map
@@ -1 +1 @@
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@@ -1 +1 @@
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleIngestOHLCForward: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleIngestOHLCForward: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=forwards-ohlc.d.ts.map
@@ -1 +1 @@
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@@ -1 +1 @@
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleInterestRatePatch: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleInterestRatePatch: (product_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=patch-interest-rate.d.ts.map
@@ -1 +1 @@
1
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@@ -1 +1 @@
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@@ -1,3 +1,2 @@
1
- /// <reference types="node" />
2
- export declare const handleIngestOHLCPatch: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
1
+ export declare const handleIngestOHLCPatch: (series_id: string, direction: "forward" | "backward", signal: AbortSignal) => Promise<void>;
3
2
  //# sourceMappingURL=patch-ohlc.d.ts.map
@@ -1 +1 @@
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@@ -1 +1 @@
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1
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@@ -1 +1 @@
1
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